Davi Valladão

Statistics

Publications

Citations

479

H-Index

Active since

2013

Affiliations

Pontifícia Universidade Católica do Rio de Janeiro(Current)

Adolfo Ibáñez University

Northwestern University

Davi Valladão is an author at Pontifícia Universidade Católica do Rio de Janeiro specializing in optimization, stochastic optimization, and financial economics.

ORCID

Publications per year

2013–2023

Publications

Time consistency and risk averse dynamic decision models: Definition, interpretation and practical consequences

Birgit Rudloff, Alexandre Street, Davi Valladão · European Journal of Operational Research · 2013 · 90 citations

Business, Decision Sciences, Economics +16

Assessing the Cost of Time-Inconsistent Operation Policies in Hydrothermal Power Systems

Arthur Brigatto, Alexandre Street, Davi Valladão · IEEE Transactions on Power Systems · 2017 · 49 citations

Natural Sciences, Mathematics, Energy Economics +13

On the solution variability reduction of Stochastic Dual Dynamic Programming applied to energy planning

Murilo Pereira Soares, Alexandre Street, Davi Valladão · European Journal of Operational Research · 2016 · 43 citations

Natural Sciences, Industrial Engineering, Mathematics +16

An adaptive robust portfolio optimization model with loss constraints based on data-driven polyhedral uncertainty sets

Betina Fernandes, Alexandre Street, Davi Valladão et al. · European Journal of Operational Research · 2016 · 36 citations

Natural Sciences, Finance, Mathematics +16

Co-Optimization of Energy and Ancillary Services for Hydrothermal Operation Planning Under a General Security Criterion

Alexandre Street, Arthur Brigatto, Davi Valladão · IEEE Transactions on Power Systems · 2017 · 35 citations

Management, Water Resources Management, Optimization +16

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